-81.6%
NKTR vs VT
+217.6%
-299.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.6% |
| 7D | +0.1% | -0.1% | +0.2% | +0.3% |
| 30D | -8.2% | -3.1% | -5.2% | -3.9% |
| 3M | -49.5% | -3.5% | -46.0% | -46.9% |
| 6M | -53.9% | +0.5% | -54.3% | -54.4% |
| YTD | -10.6% | +10.8% | -21.4% | -24.0% |
| 1Y | -34.8% | +11.9% | -46.7% | -45.2% |
| 3Y | +459.7% | +73.0% | +386.7% | +177.1% |
| 5Y | -81.5% | +58.6% | -140.1% | -89.3% |
| 10Y | -81.6% | +219.2% | -300.8% | -94.3% |
| All | -81.6% | +217.6% | -299.2% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling